• Delisting of Certain CME Australian, Canadian and Pacific Rim Monthly, and Seasonal Strip Index Futures and Options Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7362
      • Notice Date
      • 01 June 2015
      • Effective Date
      • 01 June 2015
    • Earlier today, Monday, June 1, 2015, the Chicago Mercantile Exchange Inc. (CME or Exchange) delisted certain CME Australian, Canadian and Pacific Rim Monthly, and Seasonal Strip Index Futures and Options Contracts as set forth below in Exhibit 1 below. There was no open interest in these contracts.

      The product rule chapters and terms and conditions contained in the Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 (Trading Qualifications and Practices) of the CME Rulebook were removed from the Exchange Rulebook.  The CME Rulebook chapters are provided in Exhibit 2 in blackline format.

       

      Exhibit 1

      CME Rulebook Chapter 411 CME Pacific Rim Index Futures

      CME Rulebook Chapter 411A Options on CME Pacific Rim Index Futures

      CME Rulebook Chapter 412 CME Pacific Rim Seasonal Index Futures

      CME Rulebook Chapter 412A Options on CME Pacific Rim Seasonal Index Futures

      CME Rulebook Chapter 421 CME Canadian Degree Days Index Futures

      CME Rulebook Chapter 421A Options on CME Canadian Degree Days Index Futures

      CME Rulebook Chapter 422 CME Canadian Seasonal Strip Degree Days Index Futures

      CME Rulebook Chapter 422A Options on CME Canadian Seasonal Strip Degree Days Index Futures

      CME Rulebook Chapter 425 CME Canadian CAT Index Futures

      CME Rulebook Chapter 425A Options on CME Canadian CAT Index Futures

      CME Rulebook Chapter 426 CME Canadian Seasonal CAT Strip Index Futures

      CME Rulebook Chapter 426A Options on CME Canadian Seasonal CAT Strip Index Futures

      CME Rulebook Chapter 439 CME Australian Degree Days Index Futures

      CME Rulebook Chapter 439A Options on CME Australian Degree Days Index Futures

      CME Rulebook Chapter 440 CME Australian Seasonal Strip Degree Days Index Futures

      CME Rulebook Chapter 440A Options on CME Australian Seasonal Strip Degree Days Index Futures

      Questions regarding this Special Executive Report may be directed Charles Piszczor, Director, Commodity Research & Product Development, at 312-930-4536, Charles.Piszczor@cmegroup.com or Russell Karas, Director, Energy Products BLM, at 212-299-2345, Russell.Karas@cmegroup.com.

      Please click here for complete SER-7362.